Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52214.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48084.99 Kr¶

PnL: ---------------------------------------> -847.01 Kr¶

DD now: ---------------------------------> -1.705 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 14:58:49.784726'

Anic Portfolio¶

Today¶

Return: 0.269 %¶

This Week¶

Return: -0.194 %¶

Total portfolio value¶

Return including deposits: 70.938 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.410000 699.230000 60.230000 9.430000 638.999984
Biotage 4 1.470000 633.200000 30.200000 5.010000 603.000000
Embracer Group B 26 1.720000 686.140000 24.140000 3.650000 661.999988
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Vitrolife 3 1.130000 700.200000 23.200000 3.430000 677.000001
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Svolder B 35 0.080000 2194.500000 15.500000 0.710000 2179.000005
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Fortnox 10 0.440000 679.400000 11.400000 1.710000 668.000000
Humana 40 3.260000 684.000000 10.000000 1.480000 674.000000
NCC B 7 0.690000 661.150000 7.150000 1.090000 653.999997
Addnode Group B 6 -0.710000 754.800000 2.800000 0.370000 751.999998
Indutrade 5 -0.560000 1321.000000 1.000000 0.080000 1320.000000
Volati 5 0.350000 575.000000 1.000000 0.170000 574.000000
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Latour B 2 -0.530000 449.600000 0.600000 0.130000 449.000000
Nolato B 12 -0.740000 642.600000 -5.400000 -0.830000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Sdiptech B 3 -1.750000 810.000000 -12.000000 -1.460000 822.000000
Investor B 3 -0.490000 645.600000 -12.400000 -1.880000 657.999999
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Gaming Innovation Group 161 0.580000 4169.900000 -18.100000 -0.430000 4187.999942
Ambea 68 1.600000 2505.120000 -31.880000 -1.260000 2537.000032
Lime Technologies 2 -4.290000 558.000000 -35.000000 -5.900000 593.000000
Lundin Gold 7 -0.150000 915.600000 -58.400000 -6.000000 973.999999
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
Sedana Medical 135 1.500000 4195.800000 -135.200000 -3.120000 4330.999935
New Wave B 40 0.280000 3770.400000 -145.600000 -3.720000 3916.000000
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 3.020000 2652.900000 -314.100000 -10.590000 2966.999993
TOTAL 48084.990000 -847.010000 -1.7046% 48931.999868

Updated:¶

'2023-06-14 14:59:07.199449'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶